Arab Cement Co Ltd EGARCH Volatility Analysis
Volatility Prediction for Sunday, February 15th, 2026:18.59% (-0.66%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0555 | 21.77 | |
| 0.1661 | 28.79 | |
| 0.9699 | 592.47 | |
| -0.0033 | -0.67 |
Estimation Period:
Oct 22, 2001 to Feb 12, 2026
Oct 22, 2001 to Feb 12, 2026
News Impact Curve
Volatility Forecasts
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